-73.8%
JBLU vs URI
+1,233.9%
-1,307.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.0% | -2.1% | -2.9% | -4.0% |
| 30D | -23.9% | -12.4% | -11.5% | -18.3% |
| 3M | -11.6% | -7.3% | -4.4% | -8.9% |
| 6M | -0.2% | +27.2% | -27.4% | -15.5% |
| YTD | -3.3% | +23.0% | -26.3% | -17.2% |
| 1Y | -15.4% | +3.9% | -19.3% | -20.4% |
| 3Y | -14.7% | +121.6% | -136.4% | -49.8% |
| 5Y | -70.0% | +201.1% | -271.1% | -85.6% |
| All | -73.8% | +1,233.9% | -1,307.6% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling